+59.9%
DDOG vs RTX
+165.2%
-105.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.6% | +7.8% | +7.3% |
| 7D | +7.7% | -1.6% | +9.3% | +8.2% |
| 30D | -13.6% | -11.6% | -2.1% | -10.4% |
| 3M | -0.9% | +9.2% | -10.1% | -3.8% |
| 6M | +75.2% | -4.4% | +79.6% | +77.3% |
| YTD | +65.7% | +8.9% | +56.8% | +59.0% |
| 1Y | +60.4% | +32.1% | +28.3% | +42.6% |
| 3Y | +130.7% | +151.2% | -20.6% | +52.4% |
| 5Y | +59.9% | +162.9% | -103.0% | -0.6% |
| All | +59.9% | +165.2% | -105.3% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling